| Metric | 11402262:btcusd:triple_med_gx:lsma55_135 | 11402262:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 45.67% | 61.16% |
| Max Drawdown | -21.35% | -29.51% |
| Sharpe | 0.72 | 0.59 |
| Sortino | 1.12 | 0.85 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 19.45 | 3.71 |
| Outlier Loss Ratio | 3.87 | 3.42 |
| Volatility (ann.) | 14.16% | 25.19% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.07 | 2.0 |
| Skew | 0.94 | 0.21 |
| Kurtosis | 42.69 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.94% | 3.74% |
| Expected Yearly % | 20.69% | 26.95% |
| Kelly Criterion | 8.68% | 11.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.13% |
| Expected Shortfall (cVaR) | -1.19% | -2.13% |
| Year | 11402262:BTCUSD | 11402262:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.28 | 0.38 | - |
| 2025 | 16.76 | 27.47 | 1.64 | + |
| Metric | 11402262:btcusd:triple_med_gx:lsma55_135 | 11402262:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 17.23% | 31.46% |
| 6M | 27.38% | 12.77% |
| YTD | 27.47% | 16.76% |
| 1Y | 45.44% | 56.84% |
| 3Y (ann.) | 44.22% | 59.12% |
| 5Y (ann.) | 44.22% | 59.12% |
| Metric | 11402262:btcusd:triple_med_gx:lsma55_135 | 11402262:BTCUSD |
|---|---|---|
| Max Drawdown | -21.35% | -29.51% |
| Longest DD Days | 118.0 | 144.0 |
| Avg. Drawdown | -3.29% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-07 | -21.35 | 118 |
| 2025-03-06 | 2025-04-11 | -8.24 | 36 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-12-26 | 2025-02-11 | -6.93 | 47 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-05-23 | 2025-06-09 | -5.73 | 17 |
| 2024-12-01 | 2024-12-04 | -3.00 | 3 |
| 2025-02-11 | 2025-03-04 | -2.78 | 21 |
| 2025-04-13 | 2025-05-21 | -2.43 | 38 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| Metric | 11402262:btcusd:triple_med_gx:lsma55_135 | 11402262:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.64% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.64% | 37.42% |
| Worst Month | -9.68% | -17.69% |
| Best Year | 27.47% | 38.02% |
| Worst Year | 14.28% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 3.43% | 3.99% |
| Avg. Down Week | -2.46% | -4.28% |
| Avg. Up Month | 6.11% | 13.54% |
| Avg. Down Month | -5.33% | -5.29% |
| Win Days % | 50.11% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 62.07% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |